Quant finance editor
Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division.
The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the University of Trieste and a masters in quant finance from the University of Brescia.
Julius Baer equity quant revels in solving problems for the trading desk
Fidelity quants working on machine learning techniques to optimise investment strategies
But supervisors cautiously welcome next-gen model risk management
Two novel approximation techniques can overcome the curse of dimensionality
Julius Baer quant’s arbitrage-free solution overcomes challenge of sparse data
MUFG quant thinks outside the box on risk management
Alexandre Antonov, Adil Reghai and Andrey Itkin join unit at world’s third-largest wealth fund
Rates quant says swaptions fallbacks turn cash-settled vanilla products into exotics
Morgan Stanley quants show how to avoid mispricing corporate options and convertible bonds
Hedge fund quant describes a simple rule of thumb for portfolio turnover
Natixis quants find novel way to speed up volatility smile modelling
Veteran quant has long warned about fundamental flaws in algorithmic stablecoins
Quants propose a novel approach to assess liquidation cost and stress-testing for hard-to-sell assets
Hedge fund quant shows how an alternative to PCA makes risk management more robust
Top JP Morgan quant stresses importance of ‘de-trending’ training datasets used in machine learning
Top quant explains why XVA desks need a neighbour and a reverend
Optimal transport theory offers a data-driven way to calibrate derivatives pricing models